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Export the risk in terms of Risk/Reward using Van Tharp Multiple R
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Export the risk in terms of Risk/Reward using Van Tharp Multiple R

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Elite Member
Valencia (Spain)
Futures Experience: Intermediate
Platform: Ninja Trader
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Export the risk in terms of Risk/Reward using Van Tharp Multiple R


Is there a way to export the risk to an excel spreadsheet when doing a backtest?
I mean, imagine I have a strategy with different stop losses, as I have different stop losses, the exit point sometimes is due to for example a close below a SMA, other times it is because a close below 1ATR, etc.
What I would like is just to export the risk of every trade the strategy made related to 1ATR. Is that possible?

I give you an example. Let's say that gold is at 400 per ounce and the ATR is 3 points. Since a point is worth $100 (since the contract is for 100 ounces), that gives the daily volatility a value of $ 300 per gold contract.

So 1 ATR would be $300.

As I have different stop losses(SMA, bollinger bands, ATR...) and not all the trades are closed when they reach 1ATR at $300 dollar loss, I would like to know if is there a way to export to excell the value of the stop of 1ATR for every trade independently of the stop loss used in case of a lost.

I mean, imagine a position is open, and the 1 ATR stop loss is in 3,2 points from the entry point, I would like to have that 3,2 in an excell spreadsheet (or the equivalent in dollars)so I could then calculate the risk in terms of R-Multiples..



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